******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230615_204653 produced at 2023-06-15 21:37:46.028914 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== Optimal positions ====================================================================================================================================================================================================================================================================================== dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v1 US10U False False 0.04 -0.39 -0.50 0.0 42801971.00 -42801971.00 -0.39 -0.39 -11.79 999999999.0 -9 -9 caleb_strategy_v1 VIX False False 0.01 -0.12 -0.23 0.0 6876969.40 -6876969.40 -0.12 -0.12 -33.27 999999999.0 -18 -18 caleb_strategy_v1 JPY False False 0.03 -0.39 -0.19 0.0 32370109.86 -32370109.86 -0.39 -0.39 -5.87 999999999.0 -12 -12 caleb_strategy_v1 CHF False False 0.05 -0.10 -0.18 0.0 50701979.14 -50701979.14 -0.10 -0.10 -3.58 999999999.0 -2 -2 caleb_strategy_v1 US20 False False 0.05 -0.18 -0.17 0.0 0.00 -0.00 -0.18 -0.05 -3.70 0.0 -4 -1 caleb_strategy_v1 US5 False False 0.04 -0.27 -0.15 0.0 38741716.03 -38741716.03 -0.27 -0.35 -3.84 999999999.0 -7 -9 caleb_strategy_v1 EUR False False 0.05 -0.25 -0.14 0.0 49246891.21 -49246891.21 -0.25 -0.25 -2.86 999999999.0 -5 -5 caleb_strategy_v1 GOLD_micro False False 0.01 -0.11 -0.09 0.0 7060355.25 -7060355.25 -0.11 -0.11 -12.07 999999999.0 -16 -16 caleb_strategy_v1 US10 False False 0.04 0.00 -0.08 0.0 40647321.57 -40647321.57 0.00 0.00 -1.95 999999999.0 0 0 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.06 0.0 52094445.09 -52094445.09 0.00 0.00 -1.17 999999999.0 0 0 caleb_strategy_v1 FEEDCOW False False 0.04 0.00 -0.05 0.0 42533339.38 -42533339.38 0.00 0.00 -1.08 999999999.0 0 0 caleb_strategy_v1 LEANHOG False False 0.01 -0.08 -0.03 0.0 11483106.19 -11483106.19 -0.08 -0.07 -2.64 999999999.0 -7 -6 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.03 0.0 21591266.23 -21591266.23 0.00 0.00 -1.17 999999999.0 0 0 caleb_strategy_v1 COCOA False False 0.01 -0.05 -0.03 0.0 11655030.43 -11655030.43 -0.05 -0.02 -2.54 999999999.0 -4 -2 caleb_strategy_v1 CRUDE_W False False 0.03 0.00 -0.02 0.0 25158246.38 -25158246.38 0.00 -0.03 -0.76 999999999.0 0 -1 caleb_strategy_v1 SOYMEAL False False 0.01 -0.01 -0.02 0.0 13736030.02 -13736030.02 -0.01 -0.01 -1.55 999999999.0 -1 -1 caleb_strategy_v1 GASOIL False False 0.03 -0.05 -0.02 0.0 25502094.85 -25502094.85 -0.05 -0.05 -0.68 999999999.0 -2 -2 caleb_strategy_v1 HEATOIL False False 0.04 -0.04 -0.02 0.0 36791571.38 -36791571.38 -0.04 -0.04 -0.65 999999999.0 -1 -1 caleb_strategy_v1 PALLAD False False 0.05 0.00 -0.01 0.0 49983389.56 -49983389.56 0.00 0.00 -0.14 999999999.0 0 0 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 14097787.27 -14097787.27 0.00 0.00 -0.38 999999999.0 0 0 caleb_strategy_v1 BITCOIN False False 0.00 -0.02 -0.01 0.0 909407.57 -909407.57 -0.02 -0.02 -13.62 999999999.0 -23 -23 caleb_strategy_v1 GASOILINE False False 0.04 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.14 0.0 0 0 caleb_strategy_v1 GAS_US False False 0.01 -0.03 -0.01 0.0 0.00 -0.00 -0.03 -0.01 -1.31 0.0 -3 -1 caleb_strategy_v1 REDWHEAT False False 0.01 0.00 0.00 0.0 14407609.07 -14407609.07 0.00 0.00 0.15 999999999.0 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.01 0.00 0.0 10281642.33 -10281642.33 0.01 0.03 0.37 999999999.0 1 3 caleb_strategy_v1 US30 False False 0.05 -0.10 -0.00 0.0 49036463.11 -49036463.11 -0.10 -0.15 -0.03 999999999.0 -2 -3 caleb_strategy_v1 WHEAT False False 0.01 -0.05 -0.00 0.0 12321236.84 -12321236.84 -0.05 -0.05 -0.06 999999999.0 -4 -4 caleb_strategy_v1 EUROSTX False False 0.02 -0.05 0.00 0.0 17053529.67 -17053529.67 -0.05 -0.02 0.01 999999999.0 -3 -1 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.00 0.0 24606656.13 -24606656.13 0.00 0.00 0.15 999999999.0 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.01 0.01 0.0 14627886.99 -14627886.99 0.01 0.01 0.44 999999999.0 1 1 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 12157192.47 -12157192.47 0.00 0.00 0.91 999999999.0 0 0 caleb_strategy_v1 CORN False False 0.01 0.05 0.01 0.0 10270682.16 -10270682.16 0.05 0.07 1.15 999999999.0 5 7 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 17817439.73 -17817439.73 0.00 0.00 0.45 999999999.0 0 0 caleb_strategy_v1 COPPER False False 0.03 0.00 0.02 0.0 34895247.07 -34895247.07 0.00 0.00 0.52 999999999.0 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.02 0.02 0.0 9899970.53 -9899970.53 0.02 0.02 1.75 999999999.0 2 2 caleb_strategy_v1 NZD False False 0.02 0.00 0.02 0.0 22339405.28 -22339405.28 0.00 0.00 1.07 999999999.0 0 0 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.02 0.0 3730658.71 -3730658.71 0.00 0.00 5.83 999999999.0 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.03 0.0 24726644.92 -24726644.92 0.00 0.00 1.28 999999999.0 0 0 caleb_strategy_v1 LIVECOW False False 0.02 0.00 0.03 0.0 24481294.71 -24481294.71 0.00 0.00 1.43 999999999.0 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 0.04 0.0 6220075.55 -6220075.55 0.00 0.00 6.47 999999999.0 0 0 caleb_strategy_v1 DAX False False 0.01 0.00 0.04 0.0 6380445.80 -6380445.80 0.00 0.00 5.82 999999999.0 0 0 caleb_strategy_v1 CAC False False 0.03 0.06 0.05 0.0 0.00 -0.00 0.06 0.00 1.85 0.0 2 0 caleb_strategy_v1 GBP False False 0.03 0.29 0.05 0.0 28645084.77 -28645084.77 0.29 0.29 1.62 999999999.0 10 10 caleb_strategy_v1 SP500 False False 0.08 0.00 0.05 0.0 0.00 -0.00 0.00 0.00 0.60 0.0 0 0 caleb_strategy_v1 NASDAQ False False 0.11 0.00 0.06 0.0 0.00 -0.00 0.00 0.00 0.57 0.0 0 0 caleb_strategy_v1 MXP False False 0.01 0.00 0.06 0.0 10281427.43 -10281427.43 0.00 0.00 5.57 999999999.0 0 0 caleb_strategy_v1 SOYBEAN False False 0.02 0.00 0.06 0.0 23142613.82 -23142613.82 0.00 0.02 2.53 999999999.0 0 1 caleb_strategy_v1 CAD False False 0.03 0.00 0.07 0.0 27153283.86 -27153283.86 0.00 0.00 2.67 999999999.0 0 0 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.07 0.0 3418068.70 -3418068.70 0.00 0.00 19.93 999999999.0 0 0 caleb_strategy_v1 OAT False False 0.05 0.00 0.09 0.0 49397499.71 -49397499.71 0.00 0.00 1.91 999999999.0 0 0 caleb_strategy_v1 BTP False False 0.04 0.04 0.09 0.0 44887091.04 -44887091.04 0.04 0.13 1.93 999999999.0 1 3 caleb_strategy_v1 SP400 False False 0.09 0.84 0.09 0.0 93652145.24 -93652145.24 0.84 0.94 0.91 999999999.0 9 10 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.18 0.0 0.00 0.00 0.00 0.00 5.69 999999999.0 0 0 caleb_strategy_v1 BOBL False False 0.04 0.00 0.22 0.0 44801842.77 -44801842.77 0.00 0.00 4.85 999999999.0 0 0 caleb_strategy_v1 BUND False False 0.05 0.41 0.30 0.0 51416333.83 -51416333.83 0.41 0.31 5.88 999999999.0 8 6 caleb_strategy_v1 NIKKEI False False 0.01 0.00 0.43 0.0 8495799.24 -8495799.24 0.00 0.14 51.12 999999999.0 0 17 Risk overlay Config {'max_risk_fraction_normal_risk': 1.4, 'max_risk_fraction_stdev_risk': 3.6, 'max_risk_leverage': 13.0, 'max_risk_limit_sum_abs_risk': 3.4} Percentage vol target 25.0 Normal risk 21.5 Shocked risk 60.9 Sum abs risk 54.8 Leverage 4.12 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2791927.5, 'annual_cash_vol_target': 697981.875, 'daily_cash_vol_target': 43623.8671875} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6904 0.6532 10.4513 BITCOIN 827.2442 25390.0000 3.2581 52.1304 BOBL 0.3213 115.6200 0.2779 4.4464 BTP 0.6307 115.8400 0.5444 8.7111 BUND 0.6144 132.6900 0.4631 7.4091 BUXL 1.4209 134.4400 1.0569 16.9107 CAC 56.8422 7295.5000 0.7791 12.4662 CAD 0.0032 0.7581 0.4260 6.8160 CANOLA 9.3974 694.0000 1.3541 21.6654 CHF 0.0058 1.1324 0.5106 8.1704 COCOA 33.0911 3254.0000 1.0169 16.2710 COFFEE 3.4575 183.2000 1.8873 30.1967 COPPER 0.0454 3.8970 1.1642 18.6270 CORN 8.2788 573.5000 1.4436 23.0970 COTTON2 1.3089 81.6800 1.6025 25.6392 CRUDE_W 1.3871 70.2400 1.9748 31.5969 DAX 124.5909 16466.0000 0.7567 12.1065 DOW 243.4365 34732.0000 0.7009 11.2144 EUR 0.0052 1.1000 0.4766 7.6257 EUROSTX 37.0062 4401.0000 0.8409 13.4538 FEEDCOW 1.7404 237.5000 0.7328 11.7246 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 13.3871 712.0000 1.8802 30.0833 GAS_US 0.0974 2.6210 3.7163 59.4606 GBP 0.0069 1.2796 0.5371 8.5943 GOLD_micro 15.3546 1971.2000 0.7789 12.4632 HEATOIL 0.0452 2.4457 1.8475 29.5593 JPY 0.0000 0.0072 0.5774 9.2383 LEANHOG 1.6476 80.1500 2.0556 32.8903 LIVECOW 1.3596 170.8750 0.7957 12.7309 MXP 0.0003 0.0574 0.5752 9.2039 NASDAQ 131.0721 15409.0000 0.8506 13.6099 NIKKEI 317.6328 33495.0000 0.9483 15.1728 NZD 0.0045 0.6237 0.7233 11.5723 OAT 0.5969 127.4800 0.4682 7.4911 OJ 4.9074 262.4000 1.8702 29.9234 PALLAD 29.0179 1395.5000 2.0794 33.2702 PLAT 16.0838 994.9000 1.6166 25.8660 REDWHEAT 14.7306 804.5000 1.8310 29.2963 ROBUSTA 35.4042 2764.0000 1.2809 20.4945 RUSSELL 22.9233 1908.6000 1.2011 19.2169 SILVER-mini 0.3404 24.1125 1.4115 22.5847 SOYBEAN 15.8389 1292.2500 1.2257 19.6109 SOYMEAL 4.3202 383.5000 1.1265 18.0242 SOYOIL 0.9623 56.5700 1.7010 27.2164 SP400 26.6139 2614.7000 1.0179 16.2857 SUGAR11 0.3555 25.6300 1.3871 22.1937 US10 0.4831 113.4844 0.4257 6.8109 US10U 0.6382 119.5000 0.5341 8.5453 US20 0.8952 127.8438 0.7003 11.2041 US30 1.2623 136.9062 0.9220 14.7524 US5 0.3268 108.1641 0.3021 4.8342 VIX 0.5084 19.2000 2.6480 42.3672 WHEAT 11.6890 688.0000 1.6990 27.1838 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 690.35 0.65 450.94 1.00 450.94 43623.87 96.74 8.07 78.11 BITCOIN 25.39 3.26 82.72 1.00 82.72 43623.87 527.34 -10.66 -562.01 BOBL 1156.20 0.28 321.31 1.08 346.77 43623.87 125.80 5.19 65.28 BTP 1158.40 0.54 630.69 1.08 680.67 43623.87 64.09 14.49 92.89 BUND 1326.90 0.46 614.44 1.08 663.14 43623.87 65.78 12.04 79.22 BUXL 1344.40 1.06 1420.93 1.08 1533.53 43623.87 28.45 -4.78 -13.60 CAC 729.55 0.78 568.42 1.08 613.47 43623.87 71.11 9.01 64.10 CAD 758.10 0.43 322.95 1.00 322.95 43623.87 135.08 10.76 145.40 CANOLA 138.80 1.35 187.95 0.75 141.30 43623.87 308.73 20.00 617.45 CHF 1415.56 0.51 722.86 1.00 722.86 43623.87 60.35 -15.42 -93.05 COCOA 325.40 1.02 330.91 1.00 330.91 43623.87 131.83 -8.61 -113.51 COFFEE 687.00 1.89 1296.57 1.00 1296.57 43623.87 33.65 3.31 11.15 COPPER 974.25 1.16 1134.21 1.00 1134.21 43623.87 38.46 4.80 18.45 CORN 286.75 1.44 413.94 1.00 413.94 43623.87 105.39 11.71 123.45 COTTON2 408.40 1.60 654.44 1.00 654.44 43623.87 66.66 4.31 28.73 CRUDE_W 702.40 1.97 1387.10 1.00 1387.10 43623.87 31.45 -1.78 -5.60 DAX 164.66 0.76 124.59 1.08 134.46 43623.87 324.43 3.21 104.21 DOW 173.66 0.70 121.72 1.00 121.72 43623.87 358.40 6.16 220.79 EUR 1374.94 0.48 655.31 1.00 655.31 43623.87 66.57 -11.18 -74.40 EUROSTX 440.10 0.84 370.06 1.08 399.39 43623.87 109.23 0.04 0.49 FEEDCOW 1187.50 0.73 870.19 1.00 870.19 43623.87 50.13 -7.82 -39.18 FTSE100 707.00 0.82 576.59 1.26 666.67 43623.87 65.44 8.20 53.65 GASOIL 712.00 1.88 1338.71 1.00 1338.71 43623.87 32.59 -2.84 -9.24 GAS_US 262.10 3.72 974.04 1.00 974.04 43623.87 44.79 -18.91 -84.71 GBP 799.75 0.54 429.58 1.00 429.58 43623.87 101.55 8.70 88.36 GOLD_micro 197.12 0.78 153.55 1.00 153.55 43623.87 284.11 -18.47 -524.62 HEATOIL 1027.19 1.85 1897.70 1.00 1897.70 43623.87 22.99 -3.84 -8.84 JPY 903.75 0.58 521.82 1.00 521.82 43623.87 83.60 -10.54 -88.11 LEANHOG 320.60 2.06 659.04 1.00 659.04 43623.87 66.19 -8.31 -54.98 LIVECOW 683.50 0.80 543.85 1.00 543.85 43623.87 80.21 6.43 51.59 MXP 287.05 0.58 165.12 1.00 165.12 43623.87 264.19 16.75 442.56 NASDAQ 3081.80 0.85 2621.44 1.00 2621.44 43623.87 16.64 6.08 10.12 NIKKEI 33495.00 0.95 31763.28 0.01 227.03 43623.87 192.15 13.62 261.68 NZD 623.70 0.72 451.10 1.00 451.10 43623.87 96.71 6.76 65.35 OAT 1274.80 0.47 596.85 1.08 644.15 43623.87 67.72 13.60 92.07 OJ 393.60 1.87 736.12 1.00 736.12 43623.87 59.26 -3.58 -21.24 PALLAD 1395.50 2.08 2901.79 1.00 2901.79 43623.87 15.03 -3.86 -5.81 PLAT 497.45 1.62 804.19 1.00 804.19 43623.87 54.25 3.38 18.33 REDWHEAT 402.25 1.83 736.53 1.00 736.53 43623.87 59.23 4.48 26.53 ROBUSTA 276.40 1.28 354.04 1.00 354.04 43623.87 123.22 10.63 130.98 RUSSELL 95.43 1.20 114.62 1.00 114.62 43623.87 380.61 9.83 373.98 SILVER-mini 602.81 1.41 850.90 1.00 850.90 43623.87 51.27 -9.95 -50.99 SOYBEAN 646.12 1.23 791.94 1.00 791.94 43623.87 55.08 7.56 41.64 SOYMEAL 383.50 1.13 432.02 1.00 432.02 43623.87 100.98 -2.53 -25.52 SOYOIL 339.42 1.70 577.36 1.00 577.36 43623.87 75.56 12.70 95.93 SP400 2614.70 1.02 2661.39 1.00 2661.39 43623.87 16.39 10.41 17.06 SUGAR11 287.06 1.39 398.18 1.00 398.18 43623.87 109.56 2.43 26.60 US10 1134.84 0.43 483.08 1.00 483.08 43623.87 90.30 -5.47 -49.37 US10U 1195.00 0.53 638.23 1.00 638.23 43623.87 68.35 -11.51 -78.68 US20 1278.44 0.70 895.23 1.00 895.23 43623.87 48.73 -10.02 -48.81 US30 1369.06 0.92 1262.31 1.00 1262.31 43623.87 34.56 -0.10 -0.35 US5 1081.64 0.30 326.80 1.00 326.80 43623.87 133.49 -7.29 -97.33 VIX 192.00 2.65 508.41 1.00 508.41 43623.87 85.81 -20.00 -171.61 WHEAT 344.00 1.70 584.45 1.00 584.45 43623.87 74.64 -1.52 -11.36 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 78.111 0.007 2.5 1.284 BITCOIN -562.009 0.010 2.5 -13.621 BOBL 65.284 0.030 2.5 4.846 BTP 92.892 0.008 2.5 1.930 BUND 79.223 0.030 2.5 5.880 BUXL -13.600 0.035 2.5 -1.174 CAC 64.097 0.012 2.5 1.854 CAD 145.397 0.007 2.5 2.670 CANOLA 617.452 0.004 2.5 5.830 CHF -93.048 0.015 2.5 -3.582 COCOA -113.513 0.009 2.5 -2.544 COFFEE 11.152 0.005 2.5 0.149 COPPER 18.455 0.011 2.5 0.519 CORN 123.446 0.004 2.5 1.145 COTTON2 28.731 0.006 2.5 0.445 CRUDE_W -5.596 0.054 2.5 -0.760 DAX 104.214 0.022 2.5 5.822 DOW 220.791 0.012 2.5 6.472 EUR -74.401 0.015 2.5 -2.864 EUROSTX 0.491 0.012 2.5 0.014 FEEDCOW -39.179 0.011 2.5 -1.083 FTSE100 53.647 0.042 2.5 5.689 GASOIL -9.241 0.029 2.5 -0.678 GAS_US -84.711 0.006 2.5 -1.312 GBP 88.364 0.007 2.5 1.623 GOLD_micro -524.616 0.009 2.5 -12.074 HEATOIL -8.837 0.029 2.5 -0.648 JPY -88.113 0.027 2.5 -5.867 LEANHOG -54.985 0.019 2.5 -2.642 LIVECOW 51.588 0.011 2.5 1.426 MXP 442.557 0.005 2.5 5.573 NASDAQ 10.122 0.022 2.5 0.565 NIKKEI 261.679 0.078 2.5 51.124 NZD 65.350 0.007 2.5 1.074 OAT 92.070 0.008 2.5 1.913 OJ -21.236 0.007 2.5 -0.381 PALLAD -5.810 0.010 2.5 -0.144 PLAT 18.328 0.010 2.5 0.454 REDWHEAT 26.526 0.002 2.5 0.146 ROBUSTA 130.979 0.005 2.5 1.747 RUSSELL 373.984 0.021 2.5 19.925 SILVER-mini -50.992 0.009 2.5 -1.174 SOYBEAN 41.636 0.024 2.5 2.525 SOYMEAL -25.515 0.024 2.5 -1.547 SOYOIL 95.933 0.004 2.5 0.906 SP400 17.063 0.021 2.5 0.909 SUGAR11 26.604 0.006 2.5 0.371 US10 -49.372 0.016 2.5 -1.948 US10U -78.680 0.060 2.5 -11.792 US20 -48.810 0.030 2.5 -3.700 US30 -0.349 0.035 2.5 -0.030 US5 -97.334 0.016 2.5 -3.841 VIX -171.610 0.078 2.5 -33.265 WHEAT -11.361 0.002 2.5 -0.062 ==================== Position diags ==================== AUD 1.59 BITCOIN 12.78 BOBL 9.34 BTP 1.33 BUND 4.88 BUXL 2.46 CAC 2.06 CAD 2.48 CANOLA 2.92 CHF 2.32 COCOA 2.95 COFFEE 0.45 COPPER 1.08 CORN 0.98 COTTON2 1.03 CRUDE_W 4.27 DAX 18.12 DOW 10.51 EUR 2.56 EUROSTX 3.16 FEEDCOW 1.39 FTSE100 6.94 GASOIL 2.39 GAS_US 0.69 GBP 1.87 GOLD_micro 6.54 HEATOIL 1.69 JPY 5.57 LEANHOG 3.18 LIVECOW 2.22 MXP 3.33 NASDAQ 0.93 NIKKEI 37.54 NZD 1.59 OAT 1.41 OJ 1.06 PALLAD 0.37 PLAT 1.34 REDWHEAT 0.33 ROBUSTA 1.64 RUSSELL 20.28 SILVER-mini 1.18 SOYBEAN 3.34 SOYMEAL 6.12 SOYOIL 0.71 SP400 0.87 SUGAR11 1.53 US10 3.56 US10U 10.24 US20 3.69 US30 2.98 US5 5.27 VIX 16.63 WHEAT 0.41 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.3 1.1 1.4 0.0 0 BITCOIN -13.6 -14.9 -12.3 -23.0 -23 BOBL 4.8 3.9 5.8 0.0 0 BTP 1.9 1.8 2.1 1.0 1 BUND 5.9 5.4 6.4 8.0 8 BUXL -1.2 -1.4 -0.9 0.0 0 CAC 1.9 1.6 2.1 2.0 2 CAD 2.7 2.4 2.9 0.0 0 CANOLA 5.8 5.5 6.1 NaN 0 CHF -3.6 -3.8 -3.3 -2.0 -2 COCOA -2.5 -2.8 -2.2 -4.0 -4 COFFEE 0.1 0.1 0.2 0.0 0 COPPER 0.5 0.4 0.6 0.0 0 CORN 1.1 1.0 1.2 5.0 5 COTTON2 0.4 0.3 0.5 1.0 1 CRUDE_W -0.8 -1.2 -0.3 0.0 0 DAX 5.8 4.0 7.6 0.0 0 DOW 6.5 5.4 7.5 0.0 0 EUR -2.9 -3.1 -2.6 -5.0 -5 EUROSTX 0.0 -0.3 0.3 -3.0 -3 FEEDCOW -1.1 -1.2 -0.9 0.0 0 FTSE100 5.7 5.0 6.4 0.0 0 GASOIL -0.7 -0.9 -0.4 -2.0 -2 GAS_US -1.3 -1.4 -1.2 -3.0 -3 GBP 1.6 1.4 1.8 10.0 10 GOLD_micro -12.1 -12.7 -11.4 -16.0 -16 HEATOIL -0.6 -0.8 -0.5 -1.0 -1 JPY -5.9 -6.4 -5.3 -12.0 -12 LEANHOG -2.6 -3.0 -2.3 -7.0 -7 LIVECOW 1.4 1.2 1.6 0.0 0 MXP 5.6 5.2 5.9 0.0 0 NASDAQ 0.6 0.5 0.7 0.0 0 NIKKEI 51.1 47.4 54.9 0.0 0 NZD 1.1 0.9 1.2 0.0 0 OAT 1.9 1.8 2.1 0.0 0 OJ -0.4 -0.5 -0.3 NaN 0 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT 0.5 0.3 0.6 0.0 0 REDWHEAT 0.1 0.1 0.2 0.0 0 ROBUSTA 1.7 1.6 1.9 2.0 2 RUSSELL 19.9 17.9 22.0 0.0 0 SILVER-mini -1.2 -1.3 -1.1 0.0 0 SOYBEAN 2.5 2.2 2.9 0.0 0 SOYMEAL -1.5 -2.2 -0.9 -1.0 -1 SOYOIL 0.9 0.8 1.0 0.0 0 SP400 0.9 0.8 1.0 9.0 9 SUGAR11 0.4 0.2 0.5 1.0 1 US10 -1.9 -2.3 -1.6 NaN 0 US10U -11.8 -12.8 -10.8 -9.0 -9 US20 -3.7 -4.1 -3.3 -4.0 -4 US30 -0.0 -0.3 0.3 -2.0 -2 US5 -3.8 -4.4 -3.3 -7.0 -7 VIX -33.3 -34.9 -31.6 -18.0 -18 WHEAT -0.1 -0.1 -0.0 -4.0 -4 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.3 0.2 11.5 18.8 1.2 0.4 1.2 0.2 1.3 0.2 13.2 1.5 2.1 1.4 1.4 BITCOIN 1.0 1.6 1.7 1.4 0.0 2.4 0.9 2.3 1.2 0.0 2.4 0.2 2.6 0.4 2.3 5.2 2.0 1.1 1.0 1.2 1.2 0.1 1.3 0.2 21.9 26.6 1.2 0.0 1.2 0.1 1.3 0.2 8.1 0.5 2.2 1.5 1.7 BOBL 0.9 1.5 1.7 1.5 0.0 2.4 1.5 2.4 1.3 0.0 2.3 0.2 2.5 0.4 2.2 8.2 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.0 22.4 1.1 0.0 1.2 0.1 1.2 0.2 14.1 0.0 1.2 1.2 1.4 BTP 1.2 1.5 1.7 1.5 0.8 2.5 2.2 2.4 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.4 19.2 1.2 0.2 1.2 0.2 1.3 0.2 13.4 1.4 2.1 1.4 1.4 BUND 1.2 1.6 1.7 1.6 0.6 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 12.6 20.2 1.2 0.1 1.2 0.2 1.3 0.2 13.8 0.3 1.7 1.3 1.4 BUXL 1.2 1.5 1.7 1.6 0.8 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.2 1.2 1.2 0.2 1.3 0.2 12.4 19.5 1.2 0.3 1.2 0.2 1.3 0.2 13.5 1.1 2.0 1.3 1.4 CAC 1.2 1.6 1.7 1.6 1.1 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.2 4.2 2.2 2.2 1.2 1.3 0.2 1.3 0.2 11.2 19.3 1.2 0.4 1.2 0.2 1.3 0.2 13.3 1.1 2.0 1.3 1.4 CAD 1.2 1.6 1.7 1.6 0.4 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.5 0.4 2.4 7.4 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.0 20.7 1.2 0.1 1.2 0.2 1.3 0.2 12.3 1.0 2.1 1.4 1.5 CANOLA 0.1 1.1 1.4 1.1 0.0 2.0 0.0 2.0 0.7 0.0 1.9 0.0 2.1 0.2 1.7 7.2 3.7 1.9 1.9 0.9 1.0 0.0 1.0 0.1 22.7 25.3 0.8 0.0 0.9 0.0 1.0 0.1 13.5 0.0 1.0 1.2 1.4 CHF 1.2 1.6 1.7 1.6 0.5 2.6 2.2 2.5 1.5 0.2 2.5 0.3 2.6 0.4 2.4 6.8 4.0 1.9 2.0 1.2 1.2 0.2 1.3 0.2 13.8 20.7 1.2 0.2 1.2 0.2 1.3 0.2 12.8 1.0 2.1 1.4 1.5 COCOA 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 7.7 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 15.3 21.2 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 COFFEE 0.9 1.4 1.6 1.4 0.0 2.4 1.4 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.7 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.0 21.7 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.4 1.9 1.3 1.5 COPPER 1.2 1.6 1.7 1.6 0.8 2.6 2.2 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.4 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.0 1.4 2.1 1.4 1.5 CORN 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.2 21.1 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.3 1.8 1.3 1.5 COTTON2 0.0 1.0 4.5 1.3 0.0 2.2 0.0 2.2 0.1 0.0 1.1 0.0 1.1 0.2 0.3 6.9 3.5 1.8 1.8 0.2 0.6 0.0 0.6 0.0 24.6 24.6 0.2 0.0 0.6 0.0 0.6 0.0 13.3 0.0 1.3 2.8 2.8 CRUDE_W 1.2 1.6 1.7 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.2 1.3 0.2 12.0 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.6 0.6 1.9 1.3 1.4 DAX 1.3 1.7 1.8 1.6 0.8 2.7 2.4 2.6 1.5 0.2 2.5 0.4 2.7 0.4 2.5 3.7 3.6 1.6 1.7 1.3 1.3 0.2 1.3 0.2 14.9 22.0 1.3 0.3 1.3 0.2 1.3 0.2 13.0 0.6 2.0 1.4 1.5 DOW 1.3 1.6 1.8 1.6 1.2 2.7 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 7.6 4.2 2.1 2.1 1.3 1.3 0.2 1.3 0.2 11.6 19.1 1.3 0.5 1.3 0.2 1.3 0.2 12.1 1.4 2.1 1.4 1.5 EUR 1.2 1.6 1.8 1.6 0.7 2.6 2.3 2.5 1.5 0.2 2.5 0.4 2.6 0.4 2.5 6.7 4.1 1.9 2.0 1.2 1.3 0.2 1.3 0.2 13.7 20.8 1.2 0.3 1.3 0.2 1.3 0.2 11.7 0.8 2.1 1.4 1.5 EUROSTX 1.1 1.5 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 13.2 20.8 1.2 0.2 1.2 0.2 1.3 0.2 13.5 0.0 1.5 1.3 1.4 FEEDCOW 0.8 1.4 1.6 1.4 0.0 2.3 1.0 2.3 1.2 0.0 2.2 0.2 2.3 0.3 2.1 7.9 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.9 22.4 1.0 0.0 1.1 0.1 1.2 0.2 13.7 0.1 1.8 1.3 1.5 FTSE100 1.3 1.6 1.8 1.6 1.2 2.6 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 8.0 4.2 2.1 2.2 1.2 1.3 0.2 1.3 0.2 11.1 18.6 1.2 0.5 1.3 0.2 1.3 0.2 13.1 1.5 2.1 1.4 1.4 GASOIL 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.3 4.3 2.2 2.2 1.2 1.3 0.2 1.3 0.2 10.8 19.2 1.2 0.4 1.2 0.2 1.3 0.2 13.4 1.2 2.0 1.3 1.4 GAS_US 1.2 1.5 1.7 1.6 0.8 2.5 2.3 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.1 19.2 1.2 0.3 1.2 0.2 1.2 0.2 13.3 1.5 2.1 1.4 1.4 GBP 1.1 1.5 1.7 1.6 0.3 2.6 2.0 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 7.6 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.3 21.1 1.2 0.0 1.2 0.1 1.3 0.2 12.1 0.6 2.0 1.4 1.5 GOLD_micro 1.2 1.6 1.8 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.5 7.9 4.2 2.1 2.1 1.2 1.3 0.2 1.3 0.2 12.5 19.9 1.2 0.3 1.3 0.2 1.3 0.2 12.5 0.7 1.9 1.3 1.5 HEATOIL 1.3 1.6 1.8 1.6 1.0 2.7 2.4 2.6 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.6 4.4 2.3 2.3 1.3 1.3 0.2 1.3 0.2 9.6 20.2 1.2 0.4 1.3 0.2 1.3 0.2 13.9 0.2 1.7 1.3 1.4 JPY 1.2 1.6 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 13.7 20.3 1.2 0.2 1.2 0.2 1.3 0.2 12.6 1.2 2.1 1.4 1.5 LEANHOG 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.3 1.3 0.0 2.3 0.3 2.4 0.4 2.2 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.1 21.1 1.1 0.0 1.1 0.1 1.2 0.2 13.7 0.7 2.0 1.3 1.5 LIVECOW 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 8.0 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.3 21.8 1.1 0.0 1.1 0.1 1.2 0.2 13.8 0.2 1.9 1.3 1.5 MXP 0.9 1.4 1.6 1.4 0.0 2.4 1.2 2.3 1.2 0.0 2.3 0.2 2.5 0.4 2.2 7.5 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 17.9 23.2 1.1 0.0 1.2 0.1 1.2 0.2 11.1 0.0 1.9 1.4 1.5 NASDAQ 1.3 1.7 1.8 1.6 1.3 2.7 2.6 2.6 1.6 0.5 2.5 0.4 2.6 0.4 2.5 6.8 4.0 1.9 2.0 1.3 1.3 0.2 1.3 0.2 11.4 18.7 1.3 0.5 1.3 0.2 1.3 0.2 13.0 1.7 2.3 1.4 1.5 NIKKEI 1.2 1.6 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.3 2.5 0.3 2.6 0.4 2.4 5.9 3.6 1.8 1.8 1.2 1.3 0.2 1.3 0.2 14.0 20.6 1.2 0.3 1.2 0.2 1.3 0.2 13.1 1.2 2.1 1.4 1.5 NZD 1.1 1.5 1.7 1.5 0.1 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 15.0 21.7 1.2 0.0 1.2 0.1 1.2 0.2 13.1 0.1 1.8 1.4 1.5 OAT 1.1 1.6 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.2 0.2 13.3 20.1 1.2 0.1 1.2 0.1 1.3 0.2 13.7 0.5 1.8 1.3 1.4 OJ 0.0 1.8 2.5 2.2 0.0 1.3 0.0 1.3 0.4 0.0 0.7 0.0 0.7 0.3 0.6 7.3 3.7 1.9 1.9 0.3 0.3 0.0 0.3 0.1 25.7 25.7 0.3 0.0 0.3 0.0 0.3 0.1 14.1 0.0 2.6 1.4 1.5 PALLAD 1.0 1.5 1.7 1.4 0.0 2.4 1.1 2.4 1.2 0.0 2.3 0.2 2.5 0.4 2.2 5.8 3.4 1.6 1.7 1.1 1.2 0.1 1.2 0.2 18.4 23.7 1.1 0.0 1.2 0.1 1.2 0.2 12.5 0.0 1.9 1.4 1.5 PLAT 1.1 1.6 1.7 1.5 0.0 2.6 1.9 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 6.5 3.8 1.8 1.9 1.2 1.2 0.1 1.3 0.2 15.9 22.4 1.2 0.0 1.2 0.1 1.3 0.2 12.5 0.0 1.9 1.4 1.5 REDWHEAT 1.1 1.5 1.7 1.5 0.2 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.0 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 ROBUSTA 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 7.8 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.7 22.2 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 RUSSELL 1.3 1.7 1.8 1.7 1.2 2.7 2.6 2.6 1.6 0.5 2.6 0.4 2.7 0.4 2.5 6.1 3.9 1.8 1.9 1.3 1.3 0.2 1.3 0.2 12.8 20.1 1.3 0.5 1.3 0.2 1.3 0.2 11.7 1.5 2.2 1.4 1.5 SILVER-mini 1.2 1.7 1.9 1.7 0.0 2.8 1.7 2.7 1.5 0.0 2.7 0.3 2.8 0.4 2.6 6.1 3.4 1.6 1.6 1.3 1.3 0.1 1.4 0.2 21.5 28.1 1.3 0.0 1.3 0.1 1.4 0.2 0.0 0.0 1.7 1.5 1.7 SOYBEAN 1.0 1.5 1.6 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 21.0 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.2 1.8 1.3 1.5 SOYMEAL 1.1 1.5 1.7 1.5 0.3 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 13.9 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.5 0.8 2.0 1.3 1.5 SOYOIL 1.1 1.5 1.7 1.5 0.0 2.5 1.8 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.3 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.7 2.0 1.3 1.5 SP400 1.2 1.7 1.9 1.6 0.3 2.7 2.1 2.6 1.5 0.0 2.6 0.3 2.7 0.4 2.5 4.8 3.6 1.5 1.7 1.3 1.3 0.2 1.3 0.2 16.1 23.6 1.2 0.0 1.3 0.1 1.3 0.2 11.1 0.0 1.8 1.4 1.6 SUGAR11 0.9 1.4 1.6 1.4 0.0 2.4 1.3 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.8 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.6 22.0 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 US10 1.1 1.6 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.6 23.6 1.1 0.0 1.2 0.1 1.2 0.2 13.9 0.0 0.0 0.7 1.2 US10U 1.1 1.5 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 13.6 20.7 1.2 0.1 1.2 0.1 1.3 0.2 13.8 0.0 1.4 1.2 1.4 US20 1.1 1.6 1.7 1.6 0.1 2.6 2.0 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.9 4.2 2.1 2.1 1.2 1.2 0.1 1.3 0.2 13.7 21.9 1.2 0.0 1.2 0.1 1.3 0.2 13.8 0.0 0.9 1.2 1.4 US30 1.2 1.5 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.2 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.5 19.9 1.2 0.2 1.2 0.2 1.3 0.2 13.7 0.6 1.8 1.3 1.4 US5 1.1 1.5 1.7 1.5 0.0 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.2 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 14.5 22.3 1.2 0.0 1.2 0.1 1.2 0.2 14.0 0.0 0.3 1.1 1.4 VIX 1.2 5.2 6.3 1.9 0.0 3.5 1.1 3.5 1.4 0.0 3.3 0.2 3.5 0.4 3.1 15.7 8.0 4.1 4.1 1.5 1.7 0.0 1.7 0.2 0.0 23.1 1.5 0.0 1.7 0.1 1.7 0.2 0.0 0.0 0.0 0.0 0.0 WHEAT 1.0 1.5 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.1 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.5 1.9 1.3 1.5 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 0.1 0.0 -0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.1 -0.1 0.1 -0.2 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 0.0 1.4 2.2 0.0 0.1 -0.0 0.0 -0.0 0.0 -0.1 0.3 0.2 0.0 -0.2 BITCOIN -0.1 -0.2 0.2 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.0 -0.2 -0.0 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 0.1 -0.0 0.0 -0.0 0.6 -4.8 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 BOBL -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.0 -1.0 0.2 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.0 1.5 2.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.7 -0.0 -0.1 -0.0 -0.0 BTP 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 0.2 0.0 -0.2 0.0 0.3 0.7 0.5 0.2 0.2 0.1 0.1 0.0 -0.1 0.0 -1.2 2.2 0.1 0.0 0.0 0.0 -0.0 0.0 2.4 0.3 0.4 0.2 0.1 BUND -0.0 0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.0 0.6 0.5 0.2 0.2 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 2.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.4 -0.0 -0.1 0.0 -0.0 BUXL 0.0 -0.0 -0.2 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.3 -0.0 -0.4 -0.0 -0.2 0.2 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.3 -0.0 1.1 -2.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.3 0.0 0.0 -0.0 -0.1 CAC -0.2 -0.2 0.2 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.3 0.0 0.3 -0.0 0.2 -0.1 0.2 0.1 0.1 0.0 0.2 0.0 0.2 -0.0 -0.7 1.7 0.0 0.0 0.1 0.0 0.1 -0.0 2.0 -0.1 -0.4 -0.1 -0.1 CAD 0.1 0.1 0.2 0.0 0.1 0.0 0.2 0.0 0.1 0.0 0.1 0.0 -0.2 0.0 0.2 -0.2 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.0 1.8 2.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.0 0.2 0.1 -0.0 CANOLA 0.0 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.3 0.0 -0.3 -0.0 -0.2 1.4 0.7 0.4 0.4 -0.1 -0.2 0.0 -0.2 -0.0 4.5 3.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 2.7 0.0 0.0 -0.0 -0.3 CHF -0.1 -0.2 0.1 0.0 0.1 0.0 0.2 0.0 0.1 0.0 0.3 0.0 0.2 -0.0 0.1 -1.1 -0.6 -0.3 -0.3 -0.0 0.1 0.0 0.1 -0.0 -0.6 -2.4 -0.0 0.0 0.0 0.0 0.0 -0.0 -2.6 -0.1 -0.2 -0.1 0.1 COCOA 0.1 0.1 0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.4 0.0 0.3 0.1 0.4 0.0 -0.0 0.0 0.0 0.2 0.2 0.0 0.2 0.0 -3.1 -2.2 0.1 0.0 0.1 0.0 0.1 0.0 -2.4 0.2 0.4 0.3 0.3 COFFEE -0.1 -0.1 0.2 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.5 0.2 0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 -1.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0 -1.1 -0.1 0.3 0.3 0.3 COPPER 0.2 -0.2 -0.2 0.0 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 0.0 0.7 2.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 0.3 0.4 -0.2 -0.3 CORN 0.2 0.2 -0.2 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.2 0.0 -0.2 0.0 -0.1 -0.4 0.5 0.0 0.2 -0.0 -0.1 0.0 -0.1 0.0 3.0 2.3 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.3 0.1 0.4 0.1 -0.2 COTTON2 0.0 0.1 0.2 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.0 0.0 0.9 0.3 0.1 0.1 0.0 -0.0 0.0 -0.0 0.0 -2.2 3.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -1.1 -0.0 0.1 0.6 0.5 CRUDE_W -0.0 -0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.0 -0.2 -0.0 -0.2 -0.0 -0.2 0.5 0.4 0.2 0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -2.3 2.1 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.9 -0.1 0.1 0.0 0.2 DAX -0.0 -0.1 0.2 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.4 0.0 0.3 0.0 0.3 -0.3 -0.2 -0.1 -0.1 0.1 0.2 0.0 0.2 0.0 -1.7 2.2 0.1 0.0 0.1 0.0 0.1 0.0 -0.5 -0.0 -0.2 0.0 0.0 DOW 0.1 -0.0 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.2 -0.7 -0.3 -0.2 -0.2 0.1 0.0 0.0 0.0 0.0 1.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.5 0.1 0.0 -0.1 -0.1 EUR -0.1 -0.3 0.1 0.0 0.1 0.0 0.2 0.0 0.1 0.0 0.2 0.0 0.1 -0.0 -0.1 -0.5 -0.4 -0.2 -0.2 -0.1 0.0 0.0 0.0 -0.0 -0.7 -2.3 -0.0 0.0 0.0 0.0 0.0 -0.0 -1.1 -0.1 -0.1 -0.2 -0.0 EUROSTX -0.1 -0.1 0.2 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.4 0.0 0.4 0.0 0.3 -0.4 0.1 -0.1 -0.0 0.1 0.2 0.0 0.2 0.0 -1.3 -1.8 0.1 0.0 0.1 0.0 0.1 0.0 1.4 -0.0 -0.2 -0.0 -0.0 FEEDCOW -0.0 0.0 0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.3 -0.0 0.3 0.0 0.3 -1.6 -0.8 -0.4 -0.4 0.2 0.2 -0.0 0.2 0.0 -3.4 2.7 0.1 -0.0 0.1 -0.0 0.1 0.0 -2.7 -0.0 0.3 0.3 0.3 FTSE100 0.0 -0.3 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.0 0.1 -0.0 -0.2 0.1 0.7 0.3 0.4 -0.1 -0.1 0.0 -0.0 -0.0 -0.5 1.9 -0.0 0.0 -0.1 0.0 -0.0 0.0 2.6 -0.2 -0.3 0.1 0.0 GASOIL 0.2 -0.0 -0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.0 -0.3 0.0 -0.1 0.0 -0.2 0.3 0.8 0.1 0.3 -0.1 -0.2 0.0 -0.1 0.0 0.2 -3.0 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.9 0.1 0.1 0.0 0.0 GAS_US 0.0 0.3 -0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.0 -0.4 -0.0 -0.4 -0.0 -0.3 -1.6 -0.8 -0.4 -0.4 -0.2 -0.2 0.0 -0.2 -0.0 0.7 -1.8 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.7 0.0 -0.1 0.2 0.1 GBP 0.0 -0.0 0.2 0.0 0.0 0.0 0.2 0.0 0.1 0.0 0.3 0.0 0.1 0.0 0.3 -0.1 -0.1 -0.0 -0.0 0.1 0.1 0.0 0.0 0.0 -0.0 2.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.2 -0.0 0.2 0.1 0.2 GOLD_micro -0.2 -0.2 0.2 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.0 0.2 -0.1 0.1 -1.1 -0.5 -0.3 -0.3 -0.1 0.1 -0.0 0.1 -0.0 -1.7 -2.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -2.1 -0.1 -0.3 -0.1 0.1 HEATOIL 0.1 -0.0 -0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.0 -0.3 0.0 -0.1 -0.0 -0.2 0.1 0.9 0.1 0.3 -0.1 -0.2 0.0 -0.1 -0.0 -0.5 -2.7 -0.0 0.0 -0.1 0.0 -0.0 0.0 1.2 0.0 0.1 0.1 -0.0 JPY -0.1 -0.3 -0.2 0.0 0.1 0.0 0.2 0.0 0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.4 -1.3 -0.6 -0.3 -0.3 -0.2 -0.2 -0.0 -0.2 -0.0 1.3 2.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -2.5 -0.2 -0.4 -0.3 -0.3 LEANHOG 0.2 0.1 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.3 0.0 -0.3 0.0 -0.2 1.6 -0.8 -0.3 -0.4 -0.1 -0.2 0.0 -0.2 0.0 3.0 -2.3 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -2.7 0.1 -0.1 -0.1 -0.3 LIVECOW 0.2 0.1 0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.3 0.0 0.3 0.0 0.3 1.6 0.6 0.4 0.4 0.2 0.2 0.0 0.1 0.0 -3.3 -2.2 0.1 -0.0 0.1 0.0 0.0 0.0 2.8 -0.0 0.4 0.3 0.3 MXP 0.1 0.2 0.3 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.4 0.0 0.4 0.1 0.4 1.5 0.8 0.4 0.4 0.2 0.2 0.0 0.2 0.0 -3.6 2.2 0.1 0.0 0.1 0.0 0.1 0.0 2.2 0.0 0.4 0.3 0.3 NASDAQ 0.3 0.3 0.4 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.4 0.1 0.0 0.1 0.4 -0.7 -0.3 -0.2 -0.2 0.3 0.3 0.0 0.2 0.0 -1.8 1.9 0.1 0.0 0.1 0.0 0.0 0.0 -0.6 0.1 0.5 0.3 0.3 NIKKEI 0.1 0.3 0.3 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.4 0.1 0.3 0.1 0.4 0.9 0.5 0.2 0.2 0.2 0.3 0.0 0.2 0.0 -0.9 -1.9 0.1 0.0 0.1 0.0 0.0 0.0 2.6 0.2 0.4 0.3 0.3 NZD -0.1 -0.0 -0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 0.1 0.0 -0.1 -0.0 -0.2 0.1 0.0 0.0 0.0 -0.1 -0.0 0.0 -0.1 -0.0 0.6 2.3 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.8 -0.0 -0.2 -0.1 -0.2 OAT 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.0 0.7 0.5 0.2 0.2 -0.0 -0.1 -0.0 -0.2 -0.0 0.5 2.6 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.7 -0.0 0.0 0.1 -0.0 OJ -0.0 -0.4 0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.1 -0.0 0.1 0.0 0.1 1.4 0.7 0.4 0.4 0.0 0.1 -0.0 0.1 0.0 -5.1 -3.7 0.0 0.0 0.0 0.0 0.0 0.0 2.8 -0.0 0.5 0.3 0.3 PALLAD -0.2 -0.0 -0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.3 -0.0 -0.4 -0.0 -0.2 -0.2 -0.1 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 3.7 -2.6 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.3 -0.1 -0.2 PLAT -0.2 -0.2 0.1 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 2.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.4 -0.1 0.0 REDWHEAT -0.1 0.1 0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.3 -0.0 -0.0 0.3 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.5 2.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.9 -0.2 -0.0 0.2 0.1 ROBUSTA 0.1 0.1 0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.3 0.0 0.3 0.1 0.3 1.5 0.5 0.3 0.3 0.2 0.2 0.0 0.2 0.0 -3.3 2.1 0.1 0.0 0.1 0.0 0.1 0.0 0.6 0.0 0.4 0.3 0.3 RUSSELL 0.3 0.2 -0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.0 -0.1 0.0 -0.2 0.1 -0.0 -0.4 -0.2 -0.1 -0.1 0.1 -0.0 0.0 -0.1 0.0 2.2 2.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 0.3 0.0 -0.3 SILVER-mini -0.1 -0.3 0.2 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 0.0 0.1 -0.0 0.1 -0.4 -0.2 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.0 -1.2 -3.2 -0.0 -0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.1 0.0 SOYBEAN 0.2 -0.0 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.3 0.0 -0.2 -0.0 -0.2 1.0 0.8 0.4 0.4 -0.1 -0.2 0.0 -0.1 0.0 2.1 -2.5 -0.0 0.0 -0.1 0.0 -0.0 0.0 2.7 0.0 0.4 -0.0 -0.3 SOYMEAL -0.1 -0.3 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.1 -0.4 1.6 0.8 0.4 0.4 -0.2 -0.1 -0.0 0.0 -0.0 -2.6 -2.5 -0.1 0.0 -0.0 0.0 0.0 -0.0 2.7 -0.1 -0.1 -0.1 -0.2 SOYOIL 0.2 0.2 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.3 0.0 -0.3 0.0 -0.2 0.7 0.5 0.1 0.1 -0.0 -0.2 0.0 -0.1 0.0 2.7 2.7 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.3 0.1 0.4 0.3 -0.2 SP400 0.2 0.1 -0.1 0.1 0.0 0.1 0.2 0.1 0.1 0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.3 -0.2 -0.1 -0.1 0.1 -0.0 0.0 -0.0 0.0 2.6 2.4 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.1 -0.3 SUGAR11 -0.2 -0.0 0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.3 0.0 0.3 0.0 0.3 0.3 0.8 0.2 0.4 0.2 0.2 0.0 0.2 0.0 -3.3 -2.3 0.1 0.0 0.1 0.0 0.1 0.0 2.7 -0.0 0.1 0.3 0.3 US10 -0.2 -0.2 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.1 -0.1 -0.7 -0.3 -0.2 -0.2 -0.1 -0.1 -0.0 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0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.3 0.0 -0.4 -0.0 -0.3 -1.0 -0.4 -0.3 -0.2 -0.1 -0.2 0.0 -0.2 0.0 2.8 2.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.7 0.0 0.4 0.1 -0.2 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 11.4 2.6 -4.0 1.5 15.1 1.8 9.4 0.3 3.6 14.1 -2.1 14.5 -6.3 8.0 -2.3 -2.5 -3.2 -3.3 -3.4 0.8 -4.3 20.0 -6.7 12.5 12.0 11.7 1.1 14.7 -1.1 11.6 -2.4 6.0 -0.7 20.0 11.3 1.7 -13.5 BITCOIN -9.1 -11.9 11.7 0.3 0.7 1.8 -0.6 1.6 -0.8 -10.1 8.7 -11.2 -6.6 -13.4 2.9 -4.5 -2.8 -4.3 -3.6 -2.8 4.8 -11.0 1.0 -9.1 2.8 -18.1 -2.9 -6.8 1.2 -6.9 1.5 -5.9 -0.3 -16.9 -7.6 -9.3 -4.1 BOBL -7.3 -0.7 -4.1 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 -13.8 -2.4 -9.4 -11.8 -8.8 1.4 -12.0 4.5 -1.1 1.7 -5.2 -6.6 -15.9 -16.4 -9.7 9.8 10.8 -1.6 -12.3 -1.2 -8.0 -6.2 -4.6 4.8 -19.7 -12.5 -0.8 -0.9 BTP 12.1 6.3 8.7 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 5.9 9.7 12.0 -6.4 10.7 10.7 8.2 11.6 9.2 10.2 8.4 4.7 11.1 -5.7 11.5 -9.8 11.4 4.9 2.2 3.8 5.4 -0.8 5.7 18.2 20.0 20.0 16.5 7.0 BUND -1.5 0.2 -4.4 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 -13.5 -4.8 -5.0 -12.7 -5.1 0.1 7.4 11.7 7.8 9.2 -3.8 -7.0 -9.7 -17.8 -5.6 6.4 12.3 -1.0 -8.7 -1.0 -5.2 -5.9 -2.8 17.2 -10.1 -4.5 0.8 -1.7 BUXL 3.3 -3.0 -11.2 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 -12.9 -12.0 -1.0 -14.4 -4.8 -8.4 2.6 1.3 2.3 2.4 -7.1 -12.2 -4.3 -20.0 -4.4 9.1 -10.8 -2.3 -3.5 -3.1 -2.4 -7.3 -2.1 2.6 1.0 1.4 -1.9 -7.3 CAC -13.0 -15.7 11.0 4.5 8.2 4.1 7.3 3.0 5.6 8.6 13.2 0.6 13.4 -2.0 7.4 -1.6 3.8 3.5 3.9 2.8 12.8 4.9 18.2 -0.5 -6.6 8.9 0.8 4.5 4.7 2.5 6.8 -0.3 15.2 -11.9 -20.0 -11.0 -6.2 CAD 10.0 8.4 10.4 1.5 15.1 1.8 9.4 0.3 3.6 13.5 2.6 14.8 -8.8 11.8 9.8 -2.8 -2.3 -2.9 -2.8 7.1 1.1 19.3 -5.7 13.5 12.9 10.4 3.9 11.1 1.3 9.3 -1.8 6.7 0.7 1.6 11.4 5.6 -0.5 CANOLA 6.9 -0.0 -15.6 -4.1 6.4 -3.4 2.2 -1.9 -2.1 13.4 -13.3 9.0 -14.3 -3.0 -11.5 19.5 20.0 20.0 20.0 -16.6 -20.0 16.6 -17.8 -2.1 20.0 13.2 -5.1 7.5 -7.3 4.3 -6.0 -0.7 20.0 20.0 2.0 -2.7 -20.0 CHF -10.1 -13.2 7.1 1.5 15.1 1.8 9.4 0.3 3.6 10.6 10.7 2.2 9.2 -8.6 2.7 -16.0 -15.2 -15.9 -15.7 -0.8 4.9 6.7 5.5 -1.8 -4.7 -11.5 -0.1 11.1 2.8 4.0 2.4 -0.7 -20.0 -11.7 -10.1 -8.4 4.7 COCOA 7.2 5.5 20.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 13.9 15.9 14.6 12.7 14.8 15.6 0.6 -0.9 0.5 0.3 20.0 20.0 20.0 17.9 20.0 -20.0 -10.4 6.4 8.8 6.3 7.9 5.1 6.9 -17.6 20.0 20.0 20.0 20.0 COFFEE -7.5 -4.0 10.7 -4.1 6.4 -3.4 2.2 -1.9 -2.1 -3.7 3.9 -1.3 -3.7 -5.6 -1.0 5.9 5.0 6.4 5.8 1.0 1.7 -0.2 -1.9 -0.9 -7.1 10.0 3.7 1.6 3.2 2.2 0.6 2.9 -7.9 -12.1 15.8 19.1 20.0 COPPER 13.2 -15.6 -10.2 0.3 0.7 1.8 -0.6 1.6 -0.8 13.9 -0.7 14.4 -4.2 -0.9 -7.1 -2.6 -1.2 -2.2 -1.8 -7.5 -6.9 16.3 -3.3 3.6 5.4 11.1 -3.0 7.8 -3.2 5.5 -1.6 1.1 2.5 20.0 17.9 -16.1 -20.0 CORN 20.0 11.8 -11.6 -4.1 6.4 -3.4 2.2 -1.9 -2.1 13.3 -9.9 14.5 -9.0 5.9 -3.5 -4.7 13.0 2.1 8.4 -1.4 -9.3 20.0 -6.9 11.7 20.0 11.0 -0.7 9.6 -4.6 7.6 -4.1 4.5 2.1 19.4 20.0 10.1 -16.4 COTTON2 4.8 12.3 3.9 -4.1 6.4 -3.4 2.2 -1.9 -2.1 -11.2 2.6 6.9 -11.6 9.2 8.2 12.7 7.2 5.4 3.6 5.0 -1.5 0.6 -7.3 5.9 -9.0 12.0 3.2 -5.2 0.5 -0.2 -0.5 3.2 -8.6 -20.0 10.5 20.0 17.8 CRUDE_W -1.0 -8.1 -6.4 -3.7 6.4 -5.3 2.7 -3.0 -0.4 3.8 -6.2 -2.6 -7.7 -8.4 -7.2 5.8 10.3 7.0 8.1 -6.9 -6.4 -2.6 -2.5 -5.4 -19.5 10.8 -1.3 2.3 -2.0 0.5 0.6 0.2 -6.3 -14.1 3.9 3.8 11.7 DAX -3.5 -4.9 11.1 4.5 8.2 4.1 7.3 3.0 5.6 13.9 15.0 10.6 12.9 7.1 11.8 -8.4 -6.9 -8.4 -8.2 9.2 14.6 13.9 15.0 8.6 -11.6 9.9 4.9 9.8 7.0 7.3 6.7 4.6 -4.1 -5.5 -10.8 2.5 0.6 DOW 10.7 -1.5 1.8 4.5 8.2 4.1 7.3 3.0 5.6 12.7 5.3 14.1 4.3 9.2 8.1 -8.9 -6.6 -8.6 -8.1 5.1 2.6 17.4 1.6 11.3 8.2 10.8 3.3 9.3 2.1 8.8 1.9 6.3 -3.7 6.9 1.9 -8.1 -6.4 EUR -5.2 -16.8 4.8 1.5 15.1 1.8 9.4 0.3 3.6 13.8 9.9 7.0 2.5 -8.3 -3.5 -8.2 -8.5 -7.9 -8.1 -4.4 1.6 11.8 1.3 -1.5 -5.4 -11.1 -1.6 13.0 0.8 6.1 0.3 -0.2 -9.2 -6.2 -6.9 -13.6 -2.3 EUROSTX -5.9 -8.4 11.6 4.5 8.2 4.1 7.3 3.0 5.6 12.6 15.0 8.1 14.2 5.2 11.8 -5.2 1.8 -3.5 -0.7 7.6 14.7 9.9 17.4 5.6 -10.1 -8.5 4.2 8.4 7.2 5.8 8.2 3.4 10.2 -10.6 -14.7 -2.0 -1.1 FEEDCOW -1.3 3.6 20.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 -13.0 14.6 -3.1 12.9 9.8 13.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 -4.6 18.5 13.8 -20.0 12.2 5.6 -5.9 7.2 -2.4 6.1 2.0 -20.0 -20.0 18.2 20.0 20.0 FTSE100 0.7 -18.6 -9.2 -2.3 5.4 -3.1 4.8 -2.4 1.1 13.1 -6.5 9.7 2.0 -7.7 -9.6 0.8 15.8 12.4 16.4 -10.7 -8.9 8.8 -0.9 -2.7 -4.5 10.2 -3.2 5.6 -4.3 4.7 -3.0 0.3 20.0 -14.0 -14.5 5.7 3.2 GASOIL 14.2 -0.5 -19.9 -3.7 6.4 -5.3 2.7 -3.0 -0.4 11.6 -12.3 11.6 -2.1 2.3 -7.8 3.7 19.1 6.7 12.7 -7.9 -13.6 8.8 -5.0 1.9 2.0 -15.4 -3.4 7.7 -6.2 4.4 -3.6 1.0 6.3 6.2 4.1 1.8 0.9 GAS_US 0.6 18.0 -20.0 -3.7 6.4 -5.3 2.7 -3.0 -0.4 13.0 -16.4 -4.1 -15.7 -6.9 -13.6 -20.0 -19.1 -20.0 -20.0 -14.1 -20.0 4.7 -20.0 -3.9 5.7 -9.3 -2.8 8.4 -6.0 3.4 -5.3 0.2 -20.0 2.3 -6.1 14.4 5.9 GBP 2.0 -1.8 13.0 1.5 15.1 1.8 9.4 0.3 3.6 13.8 14.2 13.5 3.1 7.4 11.8 -1.5 -1.9 -1.8 -1.9 8.1 8.7 20.0 3.3 11.1 -0.1 9.4 4.2 15.1 3.5 10.8 -0.4 6.1 1.7 -2.5 9.8 8.1 11.1 GOLD_micro -13.8 -14.4 10.3 0.3 0.7 1.8 -0.6 1.6 -0.8 -1.6 9.6 -9.9 5.8 -13.3 2.1 -14.1 -12.1 -13.5 -13.1 -4.1 6.1 -6.7 8.8 -9.6 -13.5 -13.8 -2.2 -0.6 2.2 -3.3 3.7 -4.8 -16.6 -12.3 -15.7 -10.7 7.9 HEATOIL 9.2 -0.4 -18.3 -3.7 6.4 -5.3 2.7 -3.0 -0.4 9.6 -12.8 8.7 -3.0 -2.6 -9.6 0.6 20.0 5.1 13.0 -9.1 -13.2 5.8 -4.9 -1.1 -5.7 -13.6 -2.2 7.3 -4.7 4.4 -0.6 2.0 8.8 2.3 8.5 4.3 -0.0 JPY -9.0 -20.0 -12.6 1.5 15.1 1.8 9.4 0.3 3.6 -13.3 -5.8 -13.7 -9.2 -14.8 -15.1 -18.2 -15.0 -17.2 -16.4 -20.0 -17.1 -10.9 -15.9 -18.0 9.8 9.9 -5.4 -2.6 -3.8 -3.2 -4.1 -4.9 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 20.0 5.7 -20.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 14.0 -12.5 13.6 -13.1 2.8 -8.3 20.0 -20.0 -11.8 -20.0 -11.9 -20.0 20.0 -17.7 5.4 20.0 -11.1 -5.5 4.8 -7.1 2.8 -6.0 -1.6 -20.0 18.8 -4.5 -4.2 -20.0 LIVECOW 17.9 6.5 6.3 -4.1 6.4 -3.4 2.2 -1.9 -2.1 -11.7 14.2 7.4 13.0 11.2 13.4 20.0 13.7 20.0 20.0 20.0 17.2 9.3 11.5 20.0 -20.0 -10.0 5.6 -1.7 4.6 2.3 3.6 5.4 20.0 -16.4 20.0 20.0 20.0 MXP 14.4 11.3 20.0 1.5 15.1 1.8 9.4 0.3 3.6 14.1 16.2 15.8 16.0 15.9 16.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 9.7 6.4 6.3 6.5 7.1 6.6 6.8 20.0 6.6 20.0 20.0 20.0 NASDAQ 20.0 20.0 20.0 4.5 8.2 4.1 7.3 3.0 5.6 14.0 15.6 15.6 1.2 16.2 16.6 -10.4 -7.3 -9.7 -8.9 20.0 20.0 20.0 12.4 20.0 -16.0 10.2 6.4 5.8 5.1 5.9 3.1 6.5 -4.9 6.3 20.0 20.0 20.0 NIKKEI 7.4 20.0 20.0 4.5 8.2 4.1 7.3 3.0 5.6 13.5 15.5 15.1 13.2 15.7 16.2 14.7 12.5 11.5 12.0 20.0 20.0 20.0 14.8 20.0 -6.5 -9.1 6.2 5.0 4.5 5.7 2.4 6.4 20.0 20.0 20.0 20.0 20.0 NZD -7.8 -2.8 -2.6 1.5 15.1 1.8 9.4 0.3 3.6 14.0 2.4 2.5 -2.1 -5.1 -7.6 0.8 0.8 0.9 0.8 -5.2 -4.1 12.0 -4.3 -0.2 4.1 10.8 -1.9 11.6 -1.3 6.1 -1.7 0.2 6.3 -3.6 -13.2 -4.9 -10.4 OAT 1.8 1.8 -2.5 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 -12.8 -5.7 -0.5 -12.5 -0.8 1.7 8.8 12.1 10.4 11.3 -2.1 -5.9 -5.8 -16.1 -2.4 4.1 12.7 0.0 -7.1 -0.5 -3.5 -6.2 -1.3 19.5 -4.4 0.1 4.0 -1.7 OJ -1.3 -19.3 9.9 -4.1 6.4 -3.4 2.2 -1.9 -2.1 0.2 12.7 -1.3 14.5 2.8 9.0 19.6 20.0 20.0 20.0 12.8 20.0 -0.7 20.0 3.1 -20.0 -14.3 5.1 3.1 8.4 1.1 11.0 2.6 20.0 -20.0 20.0 20.0 20.0 PALLAD -16.1 -2.4 -2.9 0.3 0.7 1.8 -0.6 1.6 -0.8 5.1 -14.3 -8.1 -14.8 -11.9 -11.1 -2.9 -2.6 -2.9 -2.9 -14.7 -17.9 -7.1 -20.0 -14.5 20.0 -11.1 -3.4 3.2 -3.6 -1.9 -4.8 -4.2 0.3 -0.3 -14.2 -8.8 -10.8 PLAT -19.2 -10.7 5.2 0.3 0.7 1.8 -0.6 1.6 -0.8 -9.5 2.3 -13.1 4.7 -13.5 -1.3 -2.2 -1.8 -2.3 -2.1 -6.1 1.8 -14.2 4.0 -13.6 -1.2 11.2 -2.0 -3.5 1.1 -5.5 1.6 -5.1 1.7 -8.6 -20.0 -4.4 2.1 REDWHEAT -9.5 4.9 3.7 -4.1 6.4 -3.4 2.2 -1.9 -2.1 -0.2 -7.1 -8.9 -12.4 -2.9 -1.6 3.3 5.5 6.1 6.8 -5.6 -5.8 -4.6 -5.8 -6.6 3.5 12.9 -1.2 1.8 -2.4 -0.4 -1.5 -0.5 -6.3 -20.0 -1.4 12.4 5.5 ROBUSTA 6.4 5.3 20.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 12.5 15.5 13.2 12.2 14.6 15.7 19.0 11.9 15.1 13.4 20.0 20.0 20.0 20.0 20.0 -20.0 9.6 6.6 5.0 6.2 5.3 4.3 5.9 4.3 20.0 20.0 20.0 20.0 RUSSELL 20.0 12.5 -3.5 4.5 8.2 4.1 7.3 3.0 5.6 10.6 -5.7 12.9 -9.0 12.5 -0.5 -6.0 -5.1 -6.0 -5.9 7.9 -0.6 17.5 -5.0 17.0 17.4 10.0 3.3 3.4 0.5 6.3 -0.4 6.6 -0.5 10.1 14.1 2.6 -17.9 SILVER-mini -4.4 -17.4 10.8 0.3 0.7 1.8 -0.6 1.6 -0.8 -1.2 6.8 6.2 3.9 -7.0 3.5 -6.9 -5.7 -6.6 -6.3 -1.6 4.7 1.0 5.5 -2.8 -5.7 -11.3 -1.0 -0.1 1.2 0.3 1.1 -1.3 -5.3 5.7 2.0 -8.9 1.7 SOYBEAN 20.0 -2.2 -20.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 14.1 -11.4 12.6 -9.5 -1.1 -9.9 12.6 20.0 20.0 20.0 -11.8 -15.4 20.0 -9.5 4.2 13.9 -11.7 -2.6 12.7 -4.6 8.5 -2.6 2.8 20.0 20.0 20.0 -1.0 -20.0 SOYMEAL -6.9 -20.0 -20.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 8.8 -3.7 -6.4 3.9 -13.8 -15.3 20.0 20.0 20.0 20.0 -20.0 -12.3 -1.7 4.0 -16.4 -18.6 -12.0 -5.2 4.7 -3.1 1.0 1.7 -2.9 20.0 -12.6 -2.8 -10.5 -11.9 SOYOIL 20.0 10.7 -17.8 -4.1 6.4 -3.4 2.2 -1.9 -2.1 14.1 -12.5 14.7 -10.4 7.0 -6.9 8.4 10.9 6.4 7.0 -3.8 -14.7 20.0 -11.6 16.9 19.0 12.9 0.5 11.7 -3.3 10.2 -2.8 6.2 -2.1 20.0 20.0 20.0 -12.2 SP400 19.7 4.9 -6.3 4.5 8.2 4.1 7.3 3.0 5.6 13.3 -2.6 14.0 -1.9 11.6 -2.1 -5.6 -4.9 -5.7 -5.5 5.4 -0.5 19.2 -1.5 15.1 16.0 10.2 1.9 5.9 -0.4 7.6 -0.2 6.1 -0.0 13.4 7.2 -5.1 -20.0 SUGAR11 -20.0 -0.7 20.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 13.2 13.9 5.9 13.7 2.2 11.5 3.9 20.0 9.5 17.8 16.8 20.0 8.7 20.0 5.9 -20.0 -10.5 4.8 4.0 8.1 2.2 8.3 1.7 19.7 -4.2 5.2 20.0 20.0 US10 -13.9 -11.5 3.5 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 -3.4 1.0 -10.5 -9.9 -13.4 -2.2 -8.7 -6.7 -9.6 -9.3 -10.6 -5.7 -10.3 -9.9 -14.1 -1.1 9.7 -3.9 -1.0 -1.0 -4.3 -1.8 -5.9 -14.8 -3.3 -20.0 -16.6 -1.5 US10U -8.9 -10.3 3.6 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 -1.7 1.8 -8.7 -9.9 -12.3 -2.8 0.4 -0.8 -2.7 -2.5 -8.9 -5.5 -6.9 -10.3 -10.8 -2.5 -14.1 -4.0 -0.2 -1.0 -3.8 -1.5 -5.8 -3.9 0.6 -20.0 -16.0 -2.6 US20 -3.6 -10.9 3.2 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 2.0 3.5 -2.0 -8.5 -9.3 -2.8 -0.6 -1.4 -1.5 -2.0 -8.1 -5.7 -3.3 -10.3 -8.0 -0.8 -12.3 -3.9 0.9 -1.3 -2.6 -2.2 -4.9 -4.0 6.5 -14.9 -13.7 -3.1 US30 1.0 -9.9 0.8 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 7.4 0.4 2.3 -10.4 -8.1 -9.2 0.1 -0.9 -0.9 -1.1 -8.0 -7.7 0.2 -14.0 -5.5 -0.7 10.0 -3.9 2.6 -1.7 -0.9 -2.9 -4.0 -2.6 12.1 -6.9 -10.8 -6.0 US5 -18.6 -13.0 1.4 -0.5 -2.4 0.1 -1.8 -2.7 -1.3 -6.2 0.1 -12.3 -10.0 -14.0 -2.6 -13.1 -7.9 -12.0 -11.0 -12.6 -6.5 -13.5 -10.8 -17.2 0.5 10.8 -4.0 -1.9 -1.2 -4.7 -2.3 -6.0 -17.3 -4.4 -20.0 -17.7 -2.1 VIX -20.0 -20.0 -20.0 -4.9 -3.4 -4.0 -5.5 -3.8 -6.0 -14.1 -16.4 -15.9 -15.4 -16.6 -16.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 NaN -13.5 -6.0 -3.4 -5.1 -5.7 -5.0 -6.9 NaN NaN NaN NaN NaN WHEAT 12.5 7.4 -6.0 -4.1 6.4 -3.4 2.2 -1.9 -2.1 11.9 -14.4 10.3 -15.5 -3.4 -11.1 -12.1 -10.1 -12.4 -11.8 -11.1 -18.7 11.2 -18.7 0.6 18.9 11.9 -2.5 8.7 -5.9 6.0 -5.1 2.6 -20.0 5.8 20.0 7.1 -13.1 End of report for caleb_strategy_v1